Title of article :
Regime-switching Pareto distributions for ACD models
Author/Authors :
Giovanni De Luca، نويسنده , , Paola Zuccolotto، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
13
From page :
2179
To page :
2191
Keywords :
Autoregressive conditional duration , Markov-switching model , market microstructure , Pareto distribution
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
145226
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145226
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